| Course: | STAT 30200 |
| Title: | Mathematical Statistics II |
| Instructor(s): | Chao Gao |
| Course Assistant(s): | Yongrui Chen |
| Class Schedule: | Sec 01: TR 9:30 AM-10:50 AM in Jones 226 |
| Office Hours: | |
| Description: | This course continues the development of Mathematical Statistics, with an emphasis on hypothesis testing. Topics include comparison of Bayesian and frequentist hypothesis testing; admissibility of Bayes’ rules; confidence and credible sets; likelihood ratio tests and their asymptotics; Bayes factors; methods for assessing predictions for normal means; shrinkage and thresholding methods; sparsity; shrinkage as an example of empirical Bayes; multiple testing and false discovery rates; Bayesian approach to multiple testing; sparse linear regressions (subset selection and LASSO, proof of estimation errors for LASSO, Bayesian perspective of sparse regressions); and Bayesian model averaging. Prerequisite(s): STAT 24500 or STAT 30100 |